It's much like therapy, though of course without a therapist's comments or insights, so it's not quite as good, but I still find it very helpful to talk through what's been going on with me.. and sometimes I even come to novel conclusions and insights through this process.. thoughts and perspectives I did not have before I started.
Othre things that help are listening to positive, energetic music, going outside on bright, sunny days, spending time in nature, eating a healthy diet (including supplements like D3 and B12 that I don't get enough of in my life otherwise), and exercise. Talking to interesting, friendly people helps, as does having a fulfilling job that pays enough to pay for the basic necessities and keep me from living on the streets. Occasional treats that make me feel better afterwards (as opposed to ones that feel good in the moment but awful or guilty afterwards).
I like to visit libraries a lot (particularly academic libraries), and often feel at peace there, lost among the greatest minds the world has ever seen, all at my beck and call, willing to share their experience and wisdom as I become ready to learn what they have to teach.
Computer games can also be de-stressing and distracting, thought when they're really good it's too easy to slip in to addiction, which could have adverse consequences if one plays them to the neglect of other important aspects of one's life.
Something else that helps is meditation (of the simply focusing on one's breath type). Avoiding toxic people who try to drag you down with them helps. Learning to enjoy your own company and like yourself instead of loathing yourself helps.
Sometimes talking to someone at a crisis hotline helps (if you're lucky enough to get someone good on the phone). Finding a good therapist you like, respect, and trust, and to whom you can do the hard work of opening up to is of course wonderful as well.
That said, some days nothing helps (or you are just too depressed to do any of those things that help, or forget about them), and you just have to ride out the feelings and try to take comfort in the recognition that those feelings are not permanent, and you will feel better sometime in the future. Having ridden out many such days in the past helps. As the saying goes, time heals all wounds.